Name

Tag number

Format

Comment

TargetStrategy

847

Int

1013 - CQG SLARRIVAL

StartTime

8151

UTCTimestamp

Time after which the algo will begin execution.

No slices will be released before this time.

Replaced with UTC Now acquired by CQG Algo Engine when this parameter is in the past or not present.

Unless stated otherwise, can be updated to different value before algo execution has started; value change is ignored after algo start.

Default – Now.

EndTime

8152

UTCTimestamp

Time that, when set, represents the Computed End Time.

Cannot be specified together with MaxDurationInMinutes.

Automatically replaced with order’s symbol specific end of trading day when set to time after trading day end.

Default: symbol specific end of trading day.

MaxDurationInMinutes

9030

Float

If set, this value is added to  StartTime to yield the Computed End Time.

At the Computed End Time, all slices in the market will be paid up. Non-working size will be cancelled.

MaxDurationInMinutes cannot be specified together with End Time.

If neither this value, nor End Time are set, the Computed End Time will default to order’s symbol specific end of trading day.

Computed End Time will be set to order’s symbol specific end of trading day the  when StartTime + MaxDurationInMinutes is after trading day end.

PriceType

9510

Char

Price Type

•      2 - Last Trade Price – Deploy if a price level trades

•      6 - Same – Deploy if market is bid (for buy orders) or offered (for sell orders)

•      5 - Opposite - Deploy if market is bid (for sells) or offered (for buys)

IWouldPrice

8816

Float

See CQG ARRIVALPRICE algo.

EconomicModel

9065

Char

See CQG ARRIVALPRICE algo.

ImpactModel

9070

Char

See CQG ARRIVALPRICE algo.

CostModel

9072

Char

See CQG ARRIVALPRICE algo.

PercentOfVolume

9080

Float

Advanced parameter.

See CQG ARRIVALPRICE algo.

MinDuration

9095

Float

Advanced parameter

See CQG ARRIVALPRICE algo.

AllowIncomplete

9073

Boolean

Advanced parameter

See CQG ARRIVALPRICE algo.

WakeIntervalSeconds

8945

Float

Advanced parameter

See CQG ARRIVALPRICE algo.

TickOffset

8402

Int

See CQG ARRIVALPRICE algo.

PayupModel

9105

Char

See CQG PAYUP algo.

ModelSensitivity

9111

Float

See CQG PAYUP algo.

OppositeSizeRatio

9120

Float

See CQG PAYUP algo.

OppositeSizeRaw

9130

Float

See CQG PAYUP algo.

OnMiss

9106

Char

See CQG PAYUP algo.

MaxChaseTicks

8202

Int

See CQG PAYUP algo.